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Thanks Ara,
I kinda suspected it was something like that. I will find some other
way to dance around this condition.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Barry,
>
> If I understood you correctly, the down cross on same bar "can not
happen".
> I understand that the value of the variable went above and below
the
> threshhold.
>
> On the up cross, which you say hapended, the variable crossed the
> threshhold. The criteria is that the last value is above the
threshhold and
> close of last bar is below threshhold.
>
> On the down cross (within same bar) you do not have a cross because
you do
> not mee the critria above.
> The value simply drops below the trheshold ... so you have the
close of last
> bar AND last value both below the threshold ... so no event takes
place.
>
> Ara
>
> ----- Original Message -----
> From: "Barry Scarborough" <razzbarry@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, September 23, 2008 10:28 AM
> Subject: [amibroker] A bug in Cross()?
>
>
> >I have two WMA, one with a period of 8 and the other 9. I use a
cross
> > function to time trades. Today on a 10 minute chart of TFZ8 at
11:19
> > the WMAs crossed twice in that bar. The up cross closed a short
but
> > when the trend turned down it did not give a down cross signal.
What
> > about Cross will not let this work as expected within one bar?
> >
> > This is in an auto trading program. I know it didn't cross as I
was
> > tracing the program. I thought it might have to do with blocking
trades
> > while I wait for filled status and the number of contracts to
equal 0
> > but when I looked at the trace there was never a down cross when
the
> > trend continued down. I never got a short or sell signal.
> >
> > Should I expect Cross to give multiple signals within one bar if
they
> > do indeed cross both ways or multiple times within the bar?
> >
> > Thanks,
> > Barry
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
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> >
> >
>
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